System and method for processing and displaying quantity information for user configurable time periods
First Claim
1. A method for displaying traded quantity related information associated with a tradable object in an electronic trading environment, the method comprising:
- defining a time period to be used to determine traded quantity related information associated with the tradable object;
determining traded quantity related information for the time period at each of a plurality of price levels at which the tradeable object is traded on at least one exchange, wherein the traded quantity related information for each price level during the time period is determined using market updates being received from the at least one exchange;
displaying the traded quantity related information associated with the time period, wherein the traded quantity related information is displayed in association with each of the plurality of price levels for the tradable object; and
dynamically updating the displayed traded quantity related information so that the displayed traded quantity reflects quantity traded during a moving window, wherein a size of the moving window is defined by the time period.
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Accused Products
Abstract
A system and method for displaying quantity related information determined for a plurality of time periods are described. According to one method, a trader may define one or more time periods for which a trading application may determine traded quantities, traded buys, traded sells, or other quantity related information at a plurality of price levels during the defined time periods. The trading application may then graphically display the quantities for each time period in relation to the static axis of prices. The method further includes periodically updating the displayed traded quantity to reflect the quantity during the defined time period, where the quantity is updated based on subsequent market updates that are received from the exchange for the tradable object.
114 Citations
18 Claims
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1. A method for displaying traded quantity related information associated with a tradable object in an electronic trading environment, the method comprising:
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defining a time period to be used to determine traded quantity related information associated with the tradable object; determining traded quantity related information for the time period at each of a plurality of price levels at which the tradeable object is traded on at least one exchange, wherein the traded quantity related information for each price level during the time period is determined using market updates being received from the at least one exchange; displaying the traded quantity related information associated with the time period, wherein the traded quantity related information is displayed in association with each of the plurality of price levels for the tradable object; and dynamically updating the displayed traded quantity related information so that the displayed traded quantity reflects quantity traded during a moving window, wherein a size of the moving window is defined by the time period. - View Dependent Claims (2, 3, 4, 5, 6, 7, 8, 9, 10, 11, 12, 13, 14, 15, 16, 17, 18)
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Specification